In face of cumulating evidence about the impact of human-induced environmental changes on mental health and behavior, our understanding of the main effects and interactions between environmental factors - i.e., the exposome and the brain - is still limited. We seek to fill this knowledge gap by leveraging georeferenced large-scale brain imaging and psychometry data from the adult community-dwelling population (n=2672; mean age 63±10 years). For monitoring brain anatomy, we extract morphometry features from a nested subset of the cohort (n=944) with magnetic resonance imaging. Using an iterative analytical strategy testing the moderator role of geospatially encoded exposome factors on the association between brain anatomy and psychometry, we demonstrate that individuals' anxiety state and psychosocial functioning are among the mental health characteristics showing associations with the urban exposome. The clusters of higher anxiety state and lower current psychosocial functioning coincide spatially with a lower vegetation density and higher air pollution. The univariate multiscale geographically weighted regression identifies the spatial scale of associations between individuals' levels of anxiety state, psychosocial functioning, and overall cognition with vegetation density, air pollution and structures of the limbic network. Moreover, the multiscale geographically weighted regression interaction model reveals spatially confined exposome features with moderating effect on the brain-psychometry/cognitive performance relationships. Our original findings testing the role of exposome factors on brain and behavior at the individual level, underscore the role of environmental and spatial context in moderating brain-behavior dynamics across the adult lifespan.